Anic Equity¶

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Total return since start: 0.56 %¶

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Equity now: -----------------------------> 47649.06 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46251.04 Kr¶

PnL: ---------------------------------------> -637.53 Kr¶

DD now: ---------------------------------> -2.017 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 14:48:11.120794'

Anic Portfolio¶

Today¶

Return: 0.256 %¶

This Week¶

Return: 0.256 %¶

Total¶

Return: 55.991 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 -0.640000 3120.000000 193.000000 6.590000 2927.000000
HMS Networks 2 0.150000 781.200000 108.200000 16.080000 673.000000
Nordea Bank Abp 29 0.830000 3543.800000 89.800000 2.600000 3453.999992
HEBA B 70 -3.110000 2723.000000 87.000000 3.300000 2636.000010
MedCap 2 -0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.140000 3415.200000 38.200000 1.130000 3377.000000
Resurs Holding 22 -1.080000 603.460000 29.460000 5.130000 573.999998
Swedbank A 3 0.650000 593.190000 29.190000 5.180000 564.000000
Samhällsbyggnadsbo. i Norden B 20 -5.970000 384.000000 29.000000 8.170000 355.000000
AcadeMedia 12 1.080000 585.600000 28.600000 5.130000 557.000004
OEM International B 7 0.000000 547.400000 19.400000 3.670000 527.999997
Eastnine 4 0.320000 507.200000 16.200000 3.300000 491.000000
Fastighetsbolag. Emilshus Pref 21 0.360000 577.500000 15.500000 2.760000 562.000005
Intrum 4 -1.240000 541.200000 14.200000 2.690000 527.000000
Norva24 Group 16 -0.910000 554.880000 11.880000 2.190000 543.000000
Securitas B 6 -1.730000 577.800000 7.800000 1.370000 570.000000
Corem Property Group B 59 -5.190000 581.740000 4.740000 0.820000 576.999999
Karnov Group 9 -0.990000 540.000000 4.000000 0.750000 536.000004
Creaspac SPAC 6 -0.210000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -3.170000 248.880000 2.880000 1.170000 246.000000
Coor Service Management Hold. 8 -2.000000 530.000000 -2.000000 -0.380000 532.000000
Handelsbanken A 5 0.600000 543.500000 -2.500000 -0.460000 546.000000
Fasadgruppen Group 35 3.230000 3808.000000 -3.000000 -0.080000 3810.999990
Midsona B 63 0.330000 569.520000 -13.480000 -2.310000 582.999984
Boozt 12 -2.440000 1629.600000 -24.400000 -1.480000 1653.999996
CTEK 13 -0.260000 508.300000 -25.700000 -4.810000 533.999999
Essity B 2 1.870000 544.400000 -29.600000 -5.160000 574.000000
International Petroleum Corp. 5 -2.870000 557.500000 -37.070000 -6.230000 594.565215
Sampo Oyj SDB 7 0.830000 3811.500000 -38.500000 -1.000000 3850.000000
Essity A 4 1.860000 1094.000000 -55.000000 -4.790000 1149.000000
Beijer Electronics Group 26 4.670000 2912.000000 -59.000000 -1.990000 2971.000006
Vivesto 1368 -1.190000 547.470000 -65.530000 -10.690000 612.999432
OX2 18 0.870000 1458.000000 -206.000000 -12.380000 1663.999992
Axfood 13 1.840000 3530.800000 -225.200000 -6.000000 3756.000001
Ovzon 52 -1.680000 2735.200000 -626.800000 -18.640000 3361.999992
TOTAL 46251.040000 -637.530000 -2.01693% 46888.564618

Updated:¶

'2023-01-30 14:48:23.749085'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶